+294.8%
IONQ vs ECL
+31.2%
+263.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +0.8% | -2.6% | +3.4% | +2.8% |
| 30D | -1.0% | -2.2% | +1.1% | +0.2% |
| 3M | -39.8% | +10.1% | -49.9% | -45.7% |
| 6M | +6.4% | -5.7% | +12.2% | +9.3% |
| YTD | -11.9% | +7.0% | -18.9% | -19.4% |
| 1Y | -6.2% | +2.7% | -8.8% | -12.1% |
| 3Y | +125.7% | +57.7% | +68.0% | +32.6% |
| All | +294.8% | +31.2% | +263.6% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling